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~isPartOf:"Cowles Foundation discussion paper"
~person:"Carrasco, Marine"
~person:"Xiao, Zhijie"
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Copula-based nonlinear quantile autoregression
Chen, Xiaohong
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Koenker, Roger
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2008
Persistent link: https://www.econbiz.de/10003773621
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Nonlinearity and temporal dependence
Chen, Xiaohong
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Hansen, Lars Peter
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2008
Persistent link: https://www.econbiz.de/10003724264
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